Last Update: 31 March 2024
The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.
The Larry Swedroe Larry Portfolio obtained a 6.01% compound annual return, with a 5.50% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 20/80 Momentum Portfolio | Larry Swedroe Larry Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Medium | |
| Asset Allocation | Stocks | 20% | 30% |
| Fixed Income | 80% | 70% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +6.34% | +6.01% |
| Std Dev | 4.92% | 5.50% | |
| Max Drawdown | -17.91% | -15.96% | |
| All time Stats (Since Jan 1982) |
Return | +8.17% | +8.43% |
| Std Dev | 5.49% | 6.31% | |
| Max Drawdown | -17.91% | -15.96% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +6.34 | +8.17 |
| Larry Swedroe Larry Portfolio | +1.21 | +6.87 | +3.69 | +2.00 | +2.61 | +6.01 | +8.43 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994,
now would be worth 6.33$, with a total return of 532.97%
(6.34% annualized).
Larry Swedroe Larry Portfolio: an investment of 1$, since April 1994, now would be worth 5.76$, with a total return of 475.73% (6.01% annualized).
Larry Swedroe Larry Portfolio: an investment of 1$, since April 1994, now would be worth 5.76$, with a total return of 475.73% (6.01% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982,
now would be worth 27.58$, with a total return of 2657.97%
(8.17% annualized).
Larry Swedroe Larry Portfolio: an investment of 1$, since January 1982, now would be worth 30.56$, with a total return of 2956.16% (8.43% annualized).
Larry Swedroe Larry Portfolio: an investment of 1$, since January 1982, now would be worth 30.56$, with a total return of 2956.16% (8.43% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 20/80 Momentum Portfolio
|
Larry Swedroe Larry Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -15.96% | Jun 2021 | Sep 2022 (16) | In progress (34) | 9.03 | |||||
| -11.47% | Apr 2008 | Feb 2009 (11) | Jul 2009 (16) | 5.18 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -5.38% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 2.42 | |||||
| -5.14% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 2.18 | |||||
| -4.08% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.25 | |||||
| -3.98% | Apr 2004 | May 2004 (2) | Sep 2004 (6) | 2.62 | |||||
| -3.97% | Aug 2011 | Sep 2011 (2) | Jan 2012 (6) | 1.63 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.55% | Sep 1994 | Nov 1994 (3) | Mar 1995 (7) | 2.11 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.38% | Jan 1999 | Feb 1999 (2) | Apr 1999 (4) | 1.70 | |||||
| -3.31% | May 2015 | Jan 2016 (9) | Mar 2016 (11) | 2.21 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
| -2.48% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.41 | |||||
| -2.41% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 1.32 | |||||
| -2.38% | Sep 2001 | Sep 2001 (1) | Oct 2001 (2) | 1.37 | |||||
| -2.37% | Apr 2004 | Apr 2004 (1) | Aug 2004 (5) | 1.53 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Stocks/Bonds 20/80 Momentum Portfolio
|
Larry Swedroe Larry Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -15.96% | Jun 2021 | Sep 2022 (16) | In progress (34) | 9.03 | |||||
| -11.47% | Apr 2008 | Feb 2009 (11) | Jul 2009 (16) | 5.18 | |||||
| -9.16% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 4.44 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -7.44% | Feb 1994 | Jun 1994 (5) | May 1995 (16) | 5.26 | |||||
| -6.63% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 3.69 | |||||
| -6.53% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.65 | |||||
| -5.47% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 2.67 | |||||
| -5.46% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.79 | |||||
| -5.38% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 2.42 | |||||
| -5.14% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 2.18 | |||||
| -5.07% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 2.43 | |||||
| -4.70% | Mar 1987 | May 1987 (3) | Aug 1987 (6) | 2.58 | |||||
| -4.19% | Jan 1990 | Apr 1990 (4) | Jun 1990 (6) | 2.44 | |||||
| -4.08% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.25 | |||||
| -3.98% | Apr 2004 | May 2004 (2) | Sep 2004 (6) | 2.62 | |||||
| -3.97% | Aug 2011 | Sep 2011 (2) | Jan 2012 (6) | 1.63 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.35%
|
0.00% |
-0.12%
|
-1.32% |
| 2023 |
+6.16%
|
-5.43% |
+6.94%
|
-6.22% |
| 2022 |
-14.14%
|
-17.00% |
-11.20%
|
-14.55% |
| 2021 |
+1.18%
|
-2.95% |
+3.41%
|
-2.64% |
| 2020 |
+12.14%
|
-3.46% |
+6.44%
|
-5.38% |
| 2019 |
+12.52%
|
-0.69% |
+10.64%
|
-1.45% |
| 2018 |
-0.42%
|
-3.12% |
-3.54%
|
-4.08% |
| 2017 |
+10.35%
|
0.00% |
+7.74%
|
0.00% |
| 2016 |
+3.02%
|
-3.64% |
+6.87%
|
-1.26% |
| 2015 |
+2.23%
|
-1.48% |
-0.54%
|
-3.22% |
| 2014 |
+7.58%
|
-0.83% |
+2.38%
|
-2.37% |
| 2013 |
+5.23%
|
-2.48% |
+6.31%
|
-2.41% |
| 2012 |
+5.51%
|
-0.69% |
+7.27%
|
-2.25% |
| 2011 |
+7.52%
|
-0.70% |
+3.23%
|
-3.97% |
| 2010 |
+8.56%
|
-0.70% |
+10.82%
|
-2.16% |
| 2009 |
+6.40%
|
-6.03% |
+10.12%
|
-7.76% |
| 2008 |
-2.70%
|
-9.00% |
-2.44%
|
-7.60% |
| 2007 |
+9.07%
|
-0.41% |
+8.99%
|
-0.45% |
| 2006 |
+5.53%
|
-1.33% |
+9.57%
|
-2.17% |
| 2005 |
+5.74%
|
-1.35% |
+6.71%
|
-1.81% |
| 2004 |
+6.73%
|
-2.37% |
+10.23%
|
-3.98% |
| 2003 |
+8.38%
|
-2.29% |
+16.93%
|
-0.92% |
| 2002 |
+4.15%
|
-1.79% |
+7.68%
|
-1.92% |
| 2001 |
+3.27%
|
-2.01% |
+6.47%
|
-2.38% |
| 2000 |
+7.19%
|
-1.52% |
+10.81%
|
-1.59% |
| 1999 |
+7.48%
|
-1.73% |
+4.08%
|
-3.38% |
| 1998 |
+16.62%
|
-1.24% |
+6.06%
|
-5.14% |
| 1997 |
+14.93%
|
-1.81% |
+8.62%
|
-1.80% |
| 1996 |
+8.83%
|
-1.37% |
+5.81%
|
-1.78% |
| 1995 |
+23.01%
|
0.00% |
+18.99%
|
0.00% |
| 1994 |
-2.34%
|
-5.46% |
-4.77%
|
-7.44% |
| 1993 |
+10.39%
|
-0.92% |
+20.95%
|
-1.55% |
| 1992 |
+6.58%
|
-1.69% |
+9.36%
|
-1.05% |
| 1991 |
+19.58%
|
-0.95% |
+26.47%
|
-2.04% |
| 1990 |
+7.22%
|
-2.90% |
+1.93%
|
-6.63% |
| 1989 |
+19.47%
|
-0.82% |
+22.14%
|
0.00% |
| 1988 |
+7.30%
|
-2.80% |
+12.93%
|
-1.48% |
| 1987 |
+1.70%
|
-6.53% |
-0.86%
|
-9.16% |
| 1986 |
+16.62%
|
-3.15% |
+17.85%
|
-3.07% |
| 1985 |
+24.27%
|
-1.28% |
+27.10%
|
-0.72% |
| 1984 |
+11.85%
|
-5.47% |
+12.87%
|
-5.07% |
| 1983 |
+7.57%
|
-3.28% |
+13.15%
|
-1.80% |
| 1982 |
+31.00%
|
-1.71% |
+24.76%
|
-2.37% |
